Revision 5ab5aaee8696bcb7bcafe6a8cb9334e5ff9186ad authored by mqbssaby on 11 January 2017, 14:12:37 UTC, committed by mqbssaby on 11 January 2017, 14:12:37 UTC
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test_predict.py
# Copyright 2016 the GPflow authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.from __future__ import print_function

import GPflow
import numpy as np
import unittest
import tensorflow as tf


class TestGaussian(unittest.TestCase):
    def setUp(self):
        tf.reset_default_graph()
        self.rng = np.random.RandomState(0)
        self.X = self.rng.randn(100,2)
        self.Y = self.rng.randn(100, 1)
        self.kern = GPflow.kernels.Matern32(2) + GPflow.kernels.White(1)
        self.Xtest = self.rng.randn(10, 2)
        self.Ytest = self.rng.randn(10, 1)

        # make a Gaussian model
        self.m = GPflow.gpr.GPR(self.X, self.Y, kern=self.kern)

    def test_all(self):
        mu_f, var_f = self.m.predict_f(self.Xtest)
        mu_y, var_y = self.m.predict_y(self.Xtest)

        self.assertTrue(np.allclose(mu_f, mu_y))
        self.assertTrue(np.allclose(var_f, var_y - 1.))

    def test_density(self):
        mu_y, var_y = self.m.predict_y(self.Xtest)
        density = self.m.predict_density(self.Xtest, self.Ytest)

        density_hand = -0.5*np.log(2*np.pi) - 0.5*np.log(var_y) - 0.5*np.square(mu_y - self.Ytest)/var_y
        self.assertTrue(np.allclose(density_hand, density))

    def test_recompile(self):
        mu_f, var_f = self.m.predict_f(self.Xtest)
        mu_y, var_y = self.m.predict_y(self.Xtest)
        density = self.m.predict_density(self.Xtest, self.Ytest)

        #change a fix and see if these things still compile
        self.m.likelihood.variance = 0.2
        self.m.likelihood.variance.fixed = True

        #this will fail unless a recompile has been triggered
        mu_f, var_f = self.m.predict_f(self.Xtest)
        mu_y, var_y = self.m.predict_y(self.Xtest)
        density = self.m.predict_density(self.Xtest, self.Ytest)


class TestFullCov(unittest.TestCase):
    """ 
    this base class requires inherriting to specify the model.

    This test structure is more complex that, say, looping over the models, but
    makses all the tests much smaller and so less prone to erroring out. Also,
    if a test fails, it should be clearer where the error is. 
    """
    def setUp(self):
        tf.reset_default_graph()
        self.input_dim = 3
        self.output_dim = 2
        self.N = 20
        self.Ntest = 30
        self.M = 5
        rng = np.random.RandomState(0)
        self.num_samples = 5
        self.samples_shape = (self.num_samples, self.Ntest, self.output_dim)
        self.covar_shape = (self.Ntest, self.Ntest, self.output_dim)
        self.X, self.Y, self.Z, self.Xtest = rng.randn(self.N, self.input_dim),\
                              rng.randn(self.N, self.output_dim),\
                              rng.randn(self.M, self.input_dim),\
                              rng.randn(self.Ntest, self.input_dim)
        self.k = lambda: GPflow.kernels.Matern32(self.input_dim)
        self.model = GPflow.gpr.GPR(self.X, self.Y, kern=self.k())

    def test_cov(self):
        mu1, var = self.model.predict_f(self.Xtest)
        mu2, covar = self.model.predict_f_full_cov(self.Xtest)
        self.assertTrue(np.all(mu1 == mu2))
        self.assertTrue(covar.shape == self.covar_shape)
        self.assertTrue(var.shape == (self.Ntest, self.output_dim))
        for i in range(self.output_dim):
            self.assertTrue(np.allclose(var[:, i], np.diag(covar[:, :, i])))

    def test_samples(self):
        samples = self.model.predict_f_samples(self.Xtest, self.num_samples)
        self.assertTrue(samples.shape == self.samples_shape)


class TestFullCovSGPR(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.sgpr.SGPR(self.X, self.Y, Z=self.Z, kern=self.k())


class TestFullCovGPRFITC(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.sgpr.GPRFITC(self.X, self.Y,
                                         Z=self.Z, kern=self.k())


class TestFullCovSVGP1(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.svgp.SVGP(self.X, self.Y, Z=self.Z, kern=self.k(),
                                      likelihood=GPflow.likelihoods.Gaussian(),
                                      whiten=False, q_diag=True)


class TestFullCovSVGP2(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.svgp.SVGP(self.X, self.Y, Z=self.Z, kern=self.k(),
                                      likelihood=GPflow.likelihoods.Gaussian(),
                                      whiten=True, q_diag=False)


class TestFullCovSVGP3(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.svgp.SVGP(self.X, self.Y, Z=self.Z, kern=self.k(),
                                      likelihood=GPflow.likelihoods.Gaussian(),
                                      whiten=True, q_diag=True)


class TestFullCovSVGP4(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.svgp.SVGP(self.X, self.Y, Z=self.Z, kern=self.k(),
                                      likelihood=GPflow.likelihoods.Gaussian(),
                                      whiten=True, q_diag=False)


class TestFullCovVGP(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.vgp.VGP(self.X, self.Y, kern=self.k(),
                                    likelihood=GPflow.likelihoods.Gaussian())


class TestFullCovGPMC(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.gpmc.GPMC(self.X, self.Y, kern=self.k(),
                                      likelihood=GPflow.likelihoods.Gaussian())


class TestFullCovSGPMC(TestFullCov):
    def setUp(self):
        TestFullCov.setUp(self)
        self.model = GPflow.sgpmc.SGPMC(self.X, self.Y, kern=self.k(),
                                        likelihood=GPflow.likelihoods.Gaussian(),
                                        Z=self.Z)


if __name__ == "__main__":
    unittest.main()
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